Credit Risk Modeling Lead

Kiwibank; Auckland; Hybrid; NZD 140,000 - 190,000; Full time

Benefits offered by this job

Market-leading benefits

Flexibility

Growth opportunities

Job summary

Kiwibank is seeking a Manager Risk Modelling to develop and optimise credit risk models across Retail, Business and Commercial Banking. You will ensure models remain fit for purpose, well governed and aligned to risk appetite.

You will use data, advanced analytics and machine learning to solve complex problems and deliver insights to senior leadership, governance forums and delivery partners.

Qualifications

• Proven experience in credit risk modelling, data science or advanced analytics within banking or financial services.
• Strong understanding of credit risk and decisioning across Retail, Business or Commercial Banking portfolios.
• Advanced statistical and analytical capability using SAS, R, Python, SQL or equivalent technologies.

Responsibilities

• Develop and optimise credit risk models and decision strategies across Retail, Business and Commercial Banking portfolios.
• Use data, advanced analytics and machine learning to solve complex problems and improve risk management.
• Provide trusted advice and recommendations to senior leaders, governance forums and delivery partners.

Skills

Credit risk modelling

Data science

Advanced analytics

SAS

R

Python

SQL

Model implementation

Communication skills

Education

Statistics/Math/Data Science/Finance degree

Tools

SAS

R

Python

SQL

Job description

Kiwibank is seeking a Manager Risk Modelling to develop and optimise credit risk models across Retail, Business and Commercial Banking. You will ensure models remain fit for purpose, well governed and aligned to risk appetite.

You will use data, advanced analytics and machine learning to solve complex problems and deliver insights to senior leadership, governance forums and delivery partners.